CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.1349 |
1.1351 |
0.0003 |
0.0% |
1.1596 |
| High |
1.1366 |
1.1408 |
0.0042 |
0.4% |
1.1645 |
| Low |
1.1297 |
1.1350 |
0.0053 |
0.5% |
1.1470 |
| Close |
1.1348 |
1.1404 |
0.0056 |
0.5% |
1.1478 |
| Range |
0.0069 |
0.0058 |
-0.0011 |
-15.3% |
0.0175 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
2,857 |
2,331 |
-526 |
-18.4% |
5,896 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1561 |
1.1541 |
1.1436 |
|
| R3 |
1.1503 |
1.1483 |
1.1420 |
|
| R2 |
1.1445 |
1.1445 |
1.1415 |
|
| R1 |
1.1425 |
1.1425 |
1.1409 |
1.1435 |
| PP |
1.1387 |
1.1387 |
1.1387 |
1.1392 |
| S1 |
1.1367 |
1.1367 |
1.1399 |
1.1377 |
| S2 |
1.1329 |
1.1329 |
1.1393 |
|
| S3 |
1.1271 |
1.1309 |
1.1388 |
|
| S4 |
1.1213 |
1.1251 |
1.1372 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2054 |
1.1941 |
1.1574 |
|
| R3 |
1.1880 |
1.1766 |
1.1526 |
|
| R2 |
1.1705 |
1.1705 |
1.1510 |
|
| R1 |
1.1592 |
1.1592 |
1.1494 |
1.1561 |
| PP |
1.1531 |
1.1531 |
1.1531 |
1.1516 |
| S1 |
1.1417 |
1.1417 |
1.1462 |
1.1387 |
| S2 |
1.1356 |
1.1356 |
1.1446 |
|
| S3 |
1.1182 |
1.1243 |
1.1430 |
|
| S4 |
1.1007 |
1.1068 |
1.1382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1497 |
1.1297 |
0.0200 |
1.7% |
0.0067 |
0.6% |
54% |
False |
False |
2,039 |
| 10 |
1.1645 |
1.1297 |
0.0348 |
3.0% |
0.0062 |
0.5% |
31% |
False |
False |
1,506 |
| 20 |
1.1732 |
1.1297 |
0.0435 |
3.8% |
0.0065 |
0.6% |
25% |
False |
False |
1,180 |
| 40 |
1.1792 |
1.1297 |
0.0495 |
4.3% |
0.0055 |
0.5% |
22% |
False |
False |
857 |
| 60 |
1.1956 |
1.1297 |
0.0659 |
5.8% |
0.0052 |
0.5% |
16% |
False |
False |
691 |
| 80 |
1.1965 |
1.1297 |
0.0668 |
5.9% |
0.0050 |
0.4% |
16% |
False |
False |
526 |
| 100 |
1.1973 |
1.1297 |
0.0676 |
5.9% |
0.0051 |
0.5% |
16% |
False |
False |
427 |
| 120 |
1.2286 |
1.1297 |
0.0989 |
8.7% |
0.0052 |
0.5% |
11% |
False |
False |
397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1654 |
|
2.618 |
1.1559 |
|
1.618 |
1.1501 |
|
1.000 |
1.1466 |
|
0.618 |
1.1443 |
|
HIGH |
1.1408 |
|
0.618 |
1.1385 |
|
0.500 |
1.1379 |
|
0.382 |
1.1372 |
|
LOW |
1.1350 |
|
0.618 |
1.1314 |
|
1.000 |
1.1292 |
|
1.618 |
1.1256 |
|
2.618 |
1.1198 |
|
4.250 |
1.1103 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.1396 |
1.1388 |
| PP |
1.1387 |
1.1373 |
| S1 |
1.1379 |
1.1357 |
|